check.pdf {lmomco} | R Documentation

## Check and Potentially Graph Probability Density Functions

### Description

This convenience function checks that a given probability density function from lmomco appears to workout as mathematically valid. Basically a pdf function must integrate to unity. The `check.fs` function permits some flexibility in the limits of integration and provides a high-level interface from graphical display of the pdf.

### Usage

    check.pdf(pdfunc,  para, lowerF=0.001, upperF=0.999,
    eps=0.02, verbose=FALSE, plot=FALSE, plotlowerF=0.001,
    plotupperF=0.999, ...)

### Arguments

`pdfunc` | A probability density function from lmomco.
`lowerF` | The lower bounds of nonexceedance probability for the numerical integration.
`upperF` | The upper bounds of nonexceedance probability for the numerical integration.
`para` | The parameters of the distribution.
`eps` | An error term expressing allowable error (deviation) of the numerical integration from unity. (If that is the objective of the call to the `check.pdf` function.)
`verbose` | Is verbose output desired?
`plot` | Should a plot (polygon) of the pdf integration be produce?
`plotlowerF` | Alternative lower limit for the generation of the curve depicting the pdf function.
`plotupperF` | Alternative upper limit for the generation of the curve depicting the pdf function.
`...` | Additional arguments that are passed onto the `integration` function.

### Value

An R list structure is returned

`isunity` | Given the `eps` is `F` close enough.
`F` | The numerical integration of the probability density function from `lowerF` to `upperF`.

### Author(s)

W.H. Asquith

### See Also

### Examples

    lmr <- vec2lmom(c(100,40,0.1)) # Arbitrary L-moments
    gev <- pargev(lmr) # parameters of Generalized Extreme Value distribution
    wei <- parwei(lmr) # parameters of Weibull distribution

    # The Weibull is effectively a reversed GEV and the plots in the
    # following examples should demonstrate this.

    # Two examples that should integrate to "unity" given default parameters.
    check.pdf(pdfgev,gev,plot=TRUE)
    check.pdf(pdfwei,wei,plot=TRUE)

    # Two examples that will not, but the integrated value on the return list
    # should be very close to the median (F=0.5) and the resulting plots
    # should affirm what this convenience function is actually doing.
    check.pdf(pdfgev,upperF=0.5,gev,plot=TRUE)
    check.pdf(pdfwei,upperF=0.5,wei,plot=TRUE)

[Package lmomco version 0.92 Index]